Denmark : Financial Sector Assessment Program-Technical Note-Financial Sector Interconnectedness and Contagion Risk Analysis.
The FSAP developed a novel multi-layer contagion model to analyze financial system interconnectedness using a new and comprehensive database. This new infrastructure, based on securities data and newly-released confidential credit register data, plays a pivotal role in the development of an advanced...
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| Formato: | Revista |
| Idioma: | English |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
2020.
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| Series: | IMF Staff Country Reports; Country Report ;
No. 2020/256 |
| Acceso en liña: | Full text available on IMF |